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Mar 29, 2024
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AEM 7110 - Econometrics II Fall. 3 credits.
Prerequisite: AEM 7100 or equivalent.
T. D. Mount.
Coverage beyond AEM 7100 of dynamic models, including single-equation ARIMA, vector ARIMA, Kalman filtering, structural dynamic models, and regime switching. Topics include endogeneity, stability, causality, and cointegration.
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